Course Information
Course Description
Introduction to (measure theoretic) probability theory, including concepts of convergence,
independence, weak and strong laws of large numbers, random series, characteristic functions,
and central limit theorems.
For the departmental catalog entry for this course check
here.
Texts
The lectures will be based on a special blend of the following texts. HW will be usually assigned
from Durrett's book. References to the sections within these books are given in the
schedule.
- Probability - Theory and Examples. R. Durrett. 4th Edition. Cambridge University Press.
Available here.
- Probability with Martingales. D. Williams. Cambridge University Press.
- Probability Theory. S.R.S. Varadhan. Courant Lecture Notes.
Available here.
- Probability and Measure. P. Billingsley. 3rd Edition. Wiley.
On Amazon.
- Real Analysis. H. Royden. 3rd Edition. Prentice Hall.
On Amazon.
Times and Places
Notice: New weekly hour added: Tue, 10:00-10:50 MS 6627.
Here.
People
Visit the homepage of the people below to find out their information and times of office hours.
Evaluation Policy
Homework will constitute 70% of your final grade.
They will be assigned on each Friday and will be due the following Friday.
There will be a take home final worth 30%.